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Volumn 33, Issue 3, 2007, Pages

Putting economics (back) into quantitative models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 34248671705     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2007.684755     Document Type: Article
Times cited : (17)

References (28)
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  • 2
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    • What Does the Yield Curve Tell Us About GDP Growth?
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    • (2003) Series
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  • 3
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    • Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
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    • Bernanke, Ben S., Vincent R. Reinhart, and Brian P. Sack. "Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment" FEDS Working Paper No. 2004-48, September 2004. Available at SSRN: http://ssrn.com/-abstract=632381.
    • (2004) FEDS Working Paper No , vol.2004 -48
    • Bernanke, B.S.1    Reinhart, V.R.2    Sack, B.P.3
  • 4
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    • Forecasting Portfolio Risk in Normal and Stressed Markets
    • Bhansali, Vineer, and Mark B. Wise. "Forecasting Portfolio Risk in Normal and Stressed Markets." Journal of Risk, 4(1) (2001).
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    • Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory
    • Clarida, Richard, Jordi Galí, and Mark Gertler. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory." Quarterly Journal of Economics, 115 (2000), pp. 147-180.
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  • 9
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    • Macro Factors and the Term Structure of Interest Rates
    • Erasmus Research Institute of Management
    • Dewachter, H., and M. Lyrio. "Macro Factors and the Term Structure of Interest Rates." Working Paper ERS-2003-037-= F&A, Erasmus Research Institute of Management, 2002.
    • (2002) Working Paper ERS-2003-037-= F&A
    • Dewachter, H.1    Lyrio, M.2
  • 11
    • 34248642118 scopus 로고    scopus 로고
    • Diebold, Francis X., Glenn D. Rudebusch, and S. Boragan Aruoba. The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach. Working Paper 16-04, Rodney L. White Center for Financial Research, University of Pennsylvania, 2003.
    • Diebold, Francis X., Glenn D. Rudebusch, and S. Boragan Aruoba. "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach." Working Paper 16-04, Rodney L. White Center for Financial Research, University of Pennsylvania, 2003.
  • 12
    • 34248655550 scopus 로고    scopus 로고
    • Dorsten, Matthew. P., Vineer Bhansali, and Mark B. Wise Asymmetric Monetary Policy and the Yield Curve. California Institute of Technology, CALT-68-2590,2006. Available at SSRN:http://ssrn.com/abstract=890791.
    • Dorsten, Matthew. P., Vineer Bhansali, and Mark B. Wise "Asymmetric Monetary Policy and the Yield Curve." California Institute of Technology, CALT-68-2590,2006. Available at SSRN:http://ssrn.com/abstract=890791.
  • 13
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    • Risk and Valuation of Collateralized Debt Obligations
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    • Monetary Policy Shifts and Long-Term Interest Rates
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  • 21
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    • Bond Yields and the Federal Reserve
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  • 23
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.